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An exact analytical method for determining the Lagrangian velocity correlation and the diffusion coefficient for particles moving in a stochastic velocity field is derived. It applies to divergence-free 2-dimensional Gaussian stochastic…

Plasma Physics · Physics 2007-05-23 M. Vlad , F. Spineanu , J. H. Misguich , R. Balescu

Model misspecification constitutes a major obstacle to reliable inference in many inverse problems. Inverse problems in seismology, for example, are particularly affected by misspecification of wave propagation velocities. In this paper, we…

Methodology · Statistics 2021-05-18 Andrea Scarinci , Michael Fehler , Youssef Marzouk

We construct sub-grid scale models of incompressible fluids by considering expectations of semi-martingale Lagrangian particle trajectories. Our construction is based on the Lagrangian decomposition of flow maps into mean and fluctuation…

Mathematical Physics · Physics 2025-04-15 Theo Diamantakis , Ruiao Hu

The advection-diffusion equation can be approximated by a one-dimensional diffusion equation in Lagrangian coordinates along the directions of compression of fluid elements (the stable manifold). This result holds in any number of…

Chaotic Dynamics · Physics 2009-11-07 Jean-Luc Thiffeault

Low Stokes number particles at dilute concentrations in turbulent flows can reasonably be approximated as passive scalars. The added presence of a drift velocity due to buoyancy or gravity when considering the transport of such passive…

Fluid Dynamics · Physics 2024-11-20 Omkar B. Shende , Liam Storan , Ali Mani

We introduce a method based on Gaussian process regression to identify discrete variational principles from observed solutions of a field theory. The method is based on the data-based identification of a discrete Lagrangian density. It is a…

Numerical Analysis · Mathematics 2024-07-11 Christian Offen

Irrotational and monochromatic surface gravity waves possess a mean Lagrangian drift which transports mass and enhances mixing in the upper ocean. In the ocean, where many surface waves are present, it is commonly assumed that the mean…

Fluid Dynamics · Physics 2026-05-20 Aidan Blaser , Luc Lenain , Nick Pizzo

We present a Bayesian estimation analysis for a particular trace gas detection technique with species separation provided by differential diffusion. The proposed method collects a sample containing multiple gas species into a common volume,…

Data Analysis, Statistics and Probability · Physics 2009-11-13 John K. Stockton , Ari K. Tuchman

Lagrangian data assimilation exploits the trajectories of moving tracers as observations to recover the underlying flow field. One major challenge in Lagrangian data assimilation is the intrinsic nonlinearity that impedes using exact…

Dynamical Systems · Mathematics 2023-06-14 Nan Chen , Shubin Fu

Diffusion models have impressive image generation capability, but low-quality generations still exist, and their identification remains challenging due to the lack of a proper sample-wise metric. To address this, we propose BayesDiff, a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Siqi Kou , Lei Gan , Dequan Wang , Chongxuan Li , Zhijie Deng

The advection-diffusion equation is studied via a global Lagrangian coordinate transformation. The metric tensor of the Lagrangian coordinates couples the dynamical system theory rigorously into the solution of this class of partial…

Fluid Dynamics · Physics 2007-05-23 X. Z. Tang , A. H. Boozer

An algorithm to estimate motion from satellite imagery is presented. Dense displacement fields are computed from time-separated images of of significant convective activity using a Bayesian formulation of the motion estimation problem.…

Atmospheric and Oceanic Physics · Physics 2007-05-23 Sai Ravela , Virat Chatdarong

This paper focusses on robust estimation of location and concentration parameters of the von Mises-Fisher distribution in the Bayesian framework. The von Mises-Fisher (or Langevin) distribution has played a central role in directional…

Methodology · Statistics 2025-12-25 Tomoyuki Nakagawa , Yasuhito Tsuruta , Sho Kazari , Kouji Tahata

Bayesian inference methods are applied within a Bayesian hierarchical modelling framework to the problems of joint state and parameter estimation, and of state forecasting. We explore and demonstrate the ideas in the context of a simple…

Applications · Statistics 2012-11-09 John Parslow , Noel Cressie , Edward P. Campbell , Emlyn Jones , Lawrence Murray

A straightforward analytical scheme is proposed for computing the long-time, asymptotic mean velocity and dispersivity (effective diffusivity) of a particle undergoing a discrete biased random walk on a periodic lattice amongst an array of…

Soft Condensed Matter · Physics 2009-11-10 Kevin D. Dorfman

Dam breach models are commonly used to predict outflow hydrographs of potentially failing dams and are key ingredients for evaluating flood risk. In this paper a new dam breach modeling framework is introduced that shall improve the…

Computation · Statistics 2018-06-14 S. J. Peter , A. Siviglia , J. Nagel , S. Marelli , R. M. Boes , D. Vetsch , B. Sudret

We develop a systematic information-theoretic framework for quantification and mitigation of error in probabilistic Lagrangian (i.e., path-based) predictions which are obtained from dynamical systems generated by uncertain (Eulerian) vector…

Probability · Mathematics 2022-01-03 Michal Branicki , Kenneth Uda

We consider Bayesian inverse problems arising in data assimilation for dynamical systems governed by partial and stochastic partial differential equations. The space-time dependent field is inferred jointly with static parameters of the…

Computation · Statistics 2026-03-20 Baptiste Simandoux , Nikolas Kantas , Dan Crisan

The Lagrangian dynamics of a single fluid element within a self-gravitational matter field is intrinsically non-local due to the presence of the tidal force. This complicates the theoretical investigation of the non-linear evolution of…

Cosmology and Nongalactic Astrophysics · Physics 2016-03-23 Xin Wang , Alex Szalay

In many inverse problems, model parameters cannot be precisely determined from observational data. Bayesian inference provides a mechanism for capturing the resulting parameter uncertainty, but typically at a high computational cost. This…

Computation · Statistics 2019-03-28 Matthew Parno , Tarek Moselhy , Youssef Marzouk